V-Lab: China Finance Online Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

China Finance Online Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:5111.37% (-182.54%)

Analysis last updated: Tuesday, April 30, 2024 at 01:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9320	1.42
$α$	0.0658	2.43
$β$	0.9322	24.71
$γ_{1}$	0.6852	0.52
$γ_{2}$	-1.1126	-0.63
$γ_{3}$	0.6181	0.84
$γ_{4}$	0.1068	0.19
$γ_{5}$	-0.9241	-1.50
$γ_{6}$	1.0879	1.78
$γ_{7}$	-0.4655	-0.87
$γ_{8}$	-0.1281	-0.31

Estimation Period:
Oct 15, 2004 to Dec 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts